Pages that link to "Item:Q3098255"
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The following pages link to A Stochastic Model for Order Book Dynamics (Q3098255):
Displaying 14 items.
- Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (Q5234371) (← links)
- Disentangling and quantifying market participant volatility contributions (Q5235452) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
- A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) (← links)
- STATIONARY DISTRIBUTION OF THE VOLUME AT THE BEST QUOTE IN A POISSON ORDER BOOK MODEL (Q5367502) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
- Queuing models with Mittag-Leffler inter-event times (Q6073815) (← links)
- Approximation and comparison of the empirical liquidity cost function for various futures contracts (Q6117560) (← links)
- A Leland model for delta hedging in central risk books (Q6146669) (← links)
- Analysis and modeling of client order flow in limit order markets (Q6158395) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
- A generative model of a limit order book using recurrent neural networks (Q6166215) (← links)
- Bid-ask spread dynamics: large upward jump with geometric catastrophes (Q6550890) (← links)